multiwayvcov: Multi-Way Standard Error Clustering

Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.

Version: 1.2.3
Depends: R (≥ 3.0.0)
Imports: sandwich, boot, compiler, parallel, stats, utils
Suggests: lmtest
Published: 2016-05-05
Author: Nathaniel Graham and Mahmood Arai and Björn Hagströmer
Maintainer: Nathaniel Graham <npgraham1 at gmail.com>
License: BSD_2_clause + file LICENSE
URL: http://sites.google.com/site/npgraham1/research/code
NeedsCompilation: no
Materials: NEWS
In views: Econometrics
CRAN checks: multiwayvcov results

Downloads:

Reference manual: multiwayvcov.pdf
Package source: multiwayvcov_1.2.3.tar.gz
Windows binaries: r-devel: multiwayvcov_1.2.3.zip, r-release: multiwayvcov_1.2.3.zip, r-oldrel: multiwayvcov_1.2.3.zip
OS X El Capitan binaries: r-release: multiwayvcov_1.2.3.tgz
OS X Mavericks binaries: r-oldrel: multiwayvcov_1.2.3.tgz
Old sources: multiwayvcov archive

Reverse dependencies:

Reverse imports: CMatching, gravity
Reverse suggests: miceadds, sandwich

Linking:

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